OpenChainGraph Suite · ART-446 · Bank Credit Risk & Reg Reporting
Counterparty Internal Limit Check
Compares each counterparty's caller-supplied current exposure against its board- or risk-committee-approved internal limit line (settlement, pre-settlement/PFE, or aggregate limit type), computes utilization percent and headroom, and flags each counterparty within its limit, above a caller-set warning threshold, or in breach. Deterministic point-in-time check from caller-supplied figures — not a real-time exposure monitor, and distinct from the Basel III / Regulation YY regulatory large-exposures limit (see ART-425).